Related papers: Efficient predecision scheme for Metropolis Monte …
A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…
Monte Carlo methods, such as Markov chain Monte Carlo (MCMC) algorithms, have become very popular in signal processing over the last years. In this work, we introduce a novel MCMC scheme where parallel MCMC chains interact, adapting…
We use a quantum Monte Carlo method to investigate various classes of 2D spin models with long-range interactions at low temperatures. In particular, we study a dipolar XXZ model with U(1) symmetry that appears as a hard-core boson limit of…
The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…
We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…
The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The…
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…
The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…
We exactly rewrite the Z(2) lattice gauge theory with standard plaquette action as a random surface model equivalent to the untruncated set of its strong coupling graphs. By extending the worm approach applied to spin models we simulate…
Monte Carlo simulations are used to study lattice gases of particles with extended hard cores on a two dimensional square lattice. Exclusions of one and up to five nearest neighbors (NN) are considered. These can be mapped onto hard squares…
In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…
We present a method for direct hybrid Monte Carlo simulation of graphene on the hexagonal lattice. We compare the results of the simulation with exact results for a unit hexagonal cell system, where the Hamiltonian can be solved…
The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…
We introduce an efficient lattice regularization scheme for quantum Monte Carlo calculations of realistic electronic systems. The kinetic term is discretized by a finite difference Laplacian with two mesh sizes, a and a', where a'/a is an…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…
We apply a new updating algorithm scheme to investigate the critical behavior of the two-dimensional ferromagnetic Ising model on a triangular lattice with nearest neighbour interactions. The transition is examined by generating accurate…
Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…
The autoregressive neural networks are emerging as a powerful computational tool to solve relevant problems in classical and quantum mechanics. One of their appealing functionalities is that, after they have learned a probability…